+104.5%
FTNT vs HIG
+5.1%
+99.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | -0.3% |
| 7D | -5.8% | +0.3% | -6.2% | -5.8% |
| 30D | -4.8% | -3.2% | -1.6% | -5.4% |
| 3M | +4.4% | +9.1% | -4.7% | +6.1% |
| 6M | +88.8% | -1.8% | +90.6% | +88.2% |
| YTD | +96.8% | +1.8% | +95.0% | +97.8% |
| 1Y | +104.5% | +4.6% | +99.9% | +107.4% |
| All | +104.5% | +5.1% | +99.4% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling